000			01260nam a22002297a 4500
003			JGU
005			20240122180224.0
008			240122b |||||||| |||| 00| 0 eng d
020			_a9781597182140 _qpbk.
040			_beng _cJGU
041			_aeng
100			_aBoffelli, Simona, _91644552 _eauthor
245			_aFinancial econometrics using stata / _cSimona Boffelli and Giovanni Urga.
260			_aTexas : _bStata Press, _c2016.
520			_a"Financial Econometrics Using Stata is an essential reference for graduate students, researchers, and practitioners who use Stata to perform intermediate or advanced methods. After discussing the characteristics of financial time series, the authors provide introductions to ARMA models, univariate GARCH models, multivariate GARCH models, and applications of these models to financial time series. The last two chapters cover risk management and contagion measures. After a rigorous but intuitive overview, the authors illustrate each method by interpreting easily replicable Stata examples."--
650			_aMathematical statistics--Data processing _947445
650			_aStata _9506273
700	1		_aUrga, Giovanni, _eauthor _91659195
999			_c3056671 _d3056671